lcopula

Liouville Copulas

Collections of functions allowing random number generations and estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017) <doi:10.1016/j.jmva.2017.05.008>.

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Description file content

Package
lcopula
Type
Package
Title
Liouville Copulas
Version
1.0.4
Date
2019-07-06
Description
Collections of functions allowing random number generations and estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017) .
License
GPL-3
BugReports
https://github.com/lbelzile/lcopula/issues
Imports
Rcpp (>= 0.11.4), pcaPP, utils, graphics, stats
Depends
copula (>= 0.999-12), R (>= 2.12.0)
LinkingTo
Rcpp
RoxygenNote
6.1.1
Encoding
UTF-8
LazyData
true
NeedsCompilation
yes
Packaged
2019-07-06 07:50:38 UTC; leo
Author
Leo Belzile [aut, cre] (), Christian Genest [aut, ctb], Alexander J. McNeil [ctb], Johanna G. Neslehova [ctb]
Maintainer
Leo Belzile
Repository
CRAN
Date/Publication
2019-07-06 22:01:57 UTC

install.packages('lcopula')

1.0.4

a month ago

Leo Belzile

GPL-3

Depends on

copula (>= 0.999-12), R (>= 2.12.0)

Imports

Rcpp (>= 0.11.4), pcaPP, utils, graphics, stats

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